Probability and finance theory /
Lim, Kian Guan,
Probability and finance theory / Kian Guan Lim. - xiii, 390 pages : illustrations ; 24 cm
Includes bibliographical references and index.
Probability distributions -- Conditional probability -- Laws of probability -- Theory of risk and utility -- State price and risk-neutral probability -- Single period asset pricing models -- Stochastic processes and martingales -- Dynamic programming and multi-period asset pricing -- Continuous-time option pricing -- Hedging and more option pricing -- Theory of markov chains and credit markets -- Interest rate modelling and derivatives.
9814307939 9789814307932
2011015845
Finance--Mathematical models
Probabilities
HG106 / .L558 2011
332.015192
Probability and finance theory / Kian Guan Lim. - xiii, 390 pages : illustrations ; 24 cm
Includes bibliographical references and index.
Probability distributions -- Conditional probability -- Laws of probability -- Theory of risk and utility -- State price and risk-neutral probability -- Single period asset pricing models -- Stochastic processes and martingales -- Dynamic programming and multi-period asset pricing -- Continuous-time option pricing -- Hedging and more option pricing -- Theory of markov chains and credit markets -- Interest rate modelling and derivatives.
9814307939 9789814307932
2011015845
Finance--Mathematical models
Probabilities
HG106 / .L558 2011
332.015192